+579.5%
SIMO vs CHD
+123.8%
+455.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.5% | +2.1% |
| 7D | +14.5% | -4.2% | +18.7% | +14.4% |
| 30D | +20.4% | -7.6% | +28.0% | +20.3% |
| 3M | +7.1% | -1.6% | +8.7% | +7.0% |
| 6M | +129.2% | -6.3% | +135.6% | +129.6% |
| YTD | +201.9% | +14.6% | +187.3% | +198.5% |
| 1Y | +235.5% | +1.6% | +233.9% | +234.6% |
| 3Y | +463.8% | +3.1% | +460.7% | +455.9% |
| 5Y | +306.7% | +21.1% | +285.6% | +287.9% |
| 10Y | +579.5% | +128.6% | +450.8% | +455.4% |
| All | +579.5% | +123.8% | +455.6% | +455.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CHD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling